Nonlinear wavelet density and hazard rate estimation for censored data under dependent observations
From MaRDI portal
Publication:5476132
DOI10.1524/stnd.2005.23.3.161zbMath1093.62043MaRDI QIDQ5476132
Volker Mammitzsch, Han-Ying Liang, Josef G. Steinebach
Publication date: 29 June 2006
Published in: Statistics & Decisions (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1524/stnd.2005.23.3.161
62G07: Density estimation
62G20: Asymptotic properties of nonparametric inference
42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems
62N01: Censored data models
62N02: Estimation in survival analysis and censored data
Related Items
Wavelet estimation of conditional density with truncated, censored and dependent data, Asymptotic normality of wavelet density estimator under censored dependent observations, On the convergence rates of kernel estimator and hazard estimator for widely dependent samples, Convergence rate of wavelet density estimator with data missing randomly when covariables are present, Nonlinear wavelet density estimation with censored dependent data, Wavelet detection of change points in hazard rate models with censored dependent data, Asymptotic normality in conditional wavelet density with left-truncated α-mixing observations